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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+0.85%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$50.7B
AUM Growth
+$5.06B
(+11%)
Cap. Flow
+$4.02B
Cap. Flow
% of AUM
7.93%
Top 10 Holdings %
Top 10 Hldgs %
46.97%
Holding
4,393
New
721
Increased
861
Reduced
813
Closed
649
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$127M |
| 2 |
Walt Disney
DIS
|
+$67.3M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$45.4M |
| 4 |
Verizon
VZ
|
+$43.9M |
| 5 |
American Airlines Group
AAL
|
+$40.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$75.4M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$49.9M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$48.5M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$32.7M |
| 5 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$30.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.7% |
| 2 | Consumer Discretionary | 0.49% |
| 3 | Financials | 0.48% |
| 4 | Industrials | 0.41% |
| 5 | Communication Services | 0.38% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Caterpillar
CAT
$387B
| $18.7M | 0.04% |
246,266
+235,504
| +2,188% | +$17.6M |
|
302
CALL
iShares US Real Estate ETF
IYR
$4.65B
| $18.7M | 0.04% |
226,400
-261,500
| -54% | -$20.5M |
|
303
CALL
3M
MMM
$94.3B
| $18.6M | 0.04% |
127,135
-328,780
| -72% | -$46.4M |
|
|
WCG
304
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
| $18.5M | 0.04% |
172,500
| – | – |
|
|
TWX
305
PUT
DELISTED
Time Warner Inc
TWX
| $18.4M | 0.04% |
250,700
+100,000
| +66% | +$7.4M |
|
|
306
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $18.4M | 0.04% |
+475,000
| New | +$20M |
|
307
PUT
US Bancorp
USB
$99.6B
| $18.4M | 0.04% |
455,000
-3,346,400
| -88% | -$139M |
|
308
United Rentals
URI
$72.4B
| $18.3M | 0.04% |
273,403
+73,941
| +37% | +$4.83M |
|
309
CALL
MetLife
MET
$62.1B
| $18.3M | 0.04% |
516,681
-365,099
| -41% | -$14.2M |
|
|
310
PUT
iShares US Real Estate ETF
IYR
$4.65B
| $18.3M | 0.04% |
222,500
-1,166,300
| -84% | -$91.4M |
|
311
CALL
EOG Resources
EOG
$70.7B
| $18.3M | 0.04% |
219,100
-15,800
| -7% | -$1.27M |
|
312
PUT
Ford
F
$55.7B
| $18.2M | 0.04% |
1,444,300
-1,483,700
| -51% | -$19.6M |
|
313
Energizer
ENR
$1.55B
| $18.1M | 0.04% |
+352,324
| New | +$16.1M |
|
314
PUT
Visa
V
$677B
| $17.8M | 0.04% |
239,700
-255,800
| -52% | -$20M |
|
|
315
PUT
MetLife
MET
$62.1B
| $17.8M | 0.04% |
500,524
+108,722
| +28% | +$4.24M |
|
316
PUT
Capri Holdings
CPRI
$1.74B
| $17.6M | 0.03% |
356,200
+185,600
| +109% | +$9.12M |
|
317
PUT
Wynn Resorts
WYNN
$10.6B
| $17.4M | 0.03% |
192,200
+118,700
| +161% | +$11.3M |
|
318
PUT
FedEx
FDX
$75.4B
| $17.4M | 0.03% |
114,400
+34,700
| +44% | +$5.63M |
|
319
eBay
EBAY
$49.8B
| $17.1M | 0.03% |
730,199
+476,295
| +188% | +$11.5M |
|
320
PUT
Chevron
CVX
$366B
| $17M | 0.03% |
162,600
-96,400
| -37% | -$9.7M |
|
321
Blackstone
BX
$110B
| $16.9M | 0.03% |
689,934
+523,791
| +315% | +$13.9M |
|
322
PUT
Micron Technology
MU
$991B
| $16.7M | 0.03% |
1,215,300
+390,600
| +47% | +$4.44M |
|
323
CALL
Steel Dynamics
STLD
$37.6B
| $16.7M | 0.03% |
682,100
+679,100
| +22,637% | +$16.6M |
|
324
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
| $16.7M | 0.03% |
340,400
-159,600
| -32% | -$8.64M |
|
325
CALL
Genesis Energy
GEL
$1.84B
| $16.6M | 0.03% |
433,200
-176,800
| -29% | -$6.19M |
|
Similar funds
HF
Parallax Volatility Advisers's Q2 2016 Portfolio in Review
As of Q2 2016, Parallax Volatility Advisers held 4,393 positions worth $50.7B, up 11% from $45.6B the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Parallax Volatility Advisers deployed $4.02B of net new capital in Q2 2016, opening 721 new positions and adding to 861 existing holdings. Its largest new stake was Walt Disney: 672,483 shares worth $65.8M.
By sector, the portfolio is most concentrated in Technology at 0.7% of assets, up from 0.36% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was SPDR Gold Trust, an estimated $75.4M trimmed.
- Parallax Volatility Advisers's largest Q2 2016 buy was Walt Disney: 672,483 shares worth $65.8M.
- Parallax Volatility Advisers added most to Apple in Q2 2016, an estimated $127M increase.
- Parallax Volatility Advisers's biggest Q2 2016 reduction was SPDR Gold Trust, cutting an estimated $75.4M.
- Parallax Volatility Advisers fully exited Express Scripts Holding Company in Q2 2016, selling an estimated $17M.
- Parallax Volatility Advisers's ten largest holdings make up 47% of its $50.7B portfolio in Q2 2016.
- Parallax Volatility Advisers opened 721 new positions and closed 649 in Q2 2016.
- Parallax Volatility Advisers's portfolio value rose 11% quarter-over-quarter to $50.7B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2016, filed 15 Aug 2016.